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Random Perturbations of Dynamical Systems - Hardcover
Book 41 of 184: Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge/A Series of Modern Surveys in Mathematics
Synopsis
1 Random Perturbations.- 2 Small Random Perturbations on a Finite Time Interval.- 3 Action Functional.- 4 Gaussian Perturbations of Dynamical Systems. Neighborhood of an Equilibrium Point.- 5 Perturbations Leading to Markov Processes.- 6 Markov Perturbations on Large Time Intervals.- 7 The Averaging Principle. Fluctuations in Dynamical Systems with Averaging.- 8 Random Perturbations of Hamiltonian Systems.- 9 Stability Under Random Perturbations.- 10 Sharpenings and Generalizations.- References.
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Language Notes
Text: English, Russian (translation)
Review
Second Edition M.I. Freidlin; A.D. Wentzell; and J. Szücs Random Perturbations of Dynamical Systems "A very detailed and deep mathematical treatment of the long term behavior of randomly perturbed dynamical systems."—ZENTRALBLATT MATH
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